Report NEP-RMG-2025-03-10

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Caio Almeida & Kim Ardison & Gustavo Freire & René Garcia & Piotr Orlowski, 2024. "High-Frequency Tail Risk Premium and Stock Return Predictability," Post-Print hal-04927211, HAL.
• Herbst, Tobias & Roling, Christoph, 2024. "A top-down loan-level stress test for banks' corporate credit risk: Application to risks from commercial real estate markets," Technical Papers 09/2024, Deutsche Bundesbank.
• Spencer Andrews & Salil Gadgil, 2024. "The Relationship Between Hedge Fund Manager Compensation and Risk-Taking," The OFR Blog 24-12, Office of Financial Research, US Department of the Treasury.
• Metiu, Norbert, 2024. "A financial stress indicator for Germany," Technical Papers 10/2024, Deutsche Bundesbank.
• Christopher Anderson, 2025. "Regulating Bank Portfolio Choice Under Asymmetric Information," Finance and Economics Discussion Series 2025-009, Board of Governors of the Federal Reserve System (U.S.).
• Jose Maria Tapia & Ruth Leung & Hashim Hamandi, 2024. "Banks' Supplementary Leverage Ratio," The OFR Blog 24-09, Office of Financial Research, US Department of the Treasury.
• Dasol Kim & William Goetzmann & Robert Shiller, 2023. "Economic Narratives Shape How Investors Perceive Risks," The OFR Blog 23-19, Office of Financial Research, US Department of the Treasury.
• Tom Doolittle & Arthur Fliegelman & Ruth Leung, 2023. "Risk Spotlight: Risk from the Real Estate Market is Limited, but Changes in Occupancy and Prices May Increase the Risk," The OFR Blog 23-07, Office of Financial Research, US Department of the Treasury.
• Philip Mulder & Yanjun Liao, 2024. "Low Home Equity Depresses Flood Insurance Take-up," The OFR Blog 24-08, Office of Financial Research, US Department of the Treasury.
• Khalil, Makram & Osten, David & Strobel, Felix, 2025. "Trade dynamics under geopolitical risk," Discussion Papers 03/2025, Deutsche Bundesbank.
• Peter Bednarek & Olga Briukhova & Steven Ongena & Natalja von Westernhagen, 2025. "Effects of Bank Capital Requirements on Lending by Banks and Non-Bank Financial Institutions," Swiss Finance Institute Research Paper Series 25-12, Swiss Finance Institute.
• Tervola, Jussi & Iivonen, Saija & Hiilamo, Heikki, 2024. "The blurred line between social insurance and social assistance — analysis of risk-based benefits in six countries," SocArXiv 97xzj_v1, Center for Open Science.
• Petrella, Ivan & De Polis, Andrea & Melosi, Leonardo, 2025. "The taming of the skew: asymmetric inflation risk and monetary policy," Working Paper Series 3028, European Central Bank.
• Gregory Phelan & William Chen, 2023. "Digital Currency May Increase Household Welfare, Lower Volatility but Pose Risks to Banks," The OFR Blog 23-06, Office of Financial Research, US Department of the Treasury.
• Thomas Ruchti & Yashar Barardehi & Andrew Bird & Stephen A. Karolyi, 2023. "Limiting Short Selling During Periods of Individual Stock Stress Reduces Volatility and Raises Prices," The OFR Blog 23-16, Office of Financial Research, US Department of the Treasury.
• Christoph Kaufmann & Jaime Leyva & Manuela Storz, 2025. "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Papers w202502, Banco de Portugal, Economics and Research Department.
• Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T. Lundblad & Tarun Ramadorai, 2025. "Strategic Claim Payment Delays: Evidence from Property and Casualty Insurance," Swiss Finance Institute Research Paper Series 25-14, Swiss Finance Institute.
• Damast, Dominik & Kubitza, Christian & Sørensen, Jakob Ahm, 2025. "Homeowners insurance and the transmission of monetary policy," ICIR Working Paper Series 55/25, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Ambati, Murari, 2025. "Fractal Market Hypothesis: An In-Depth Review," OSF Preprints rx3vj_v1, Center for Open Science.